Risk
Volatility measures
3 year | Return | Category |
---|---|---|
Alpha | 0.10 | -0.01 |
Beta | 1 | 0.01 |
Mean annual return | 0.26 | 0.00 |
R-squared | 97 | 0.87 |
Standard deviation | 9.81 | 0.05 |
Sharpe ratio | 14.77 | 0.01 |
Treynor ratio | 3.14 | 0.03 |
5 year | Return | Category |
---|---|---|
Alpha | -0.19 | -0.01 |
Beta | 1 | 0.01 |
Mean annual return | 0.19 | 0.00 |
R-squared | 96 | 0.86 |
Standard deviation | 8.05 | 0.05 |
Sharpe ratio | 18.77 | 0.01 |
Treynor ratio | 2.48 | 0.06 |
10 year | Return | Category |
---|---|---|
Alpha | -0.61 | -0.01 |
Beta | 1 | 0.01 |
Mean annual return | 0.34 | 0.00 |
R-squared | 94 | 0.91 |
Standard deviation | 6.96 | 0.10 |
Sharpe ratio | 16.81 | 0.00 |
Treynor ratio | 4.09 | 0.05 |
Valuation metrics
Metrics | Return | Category |
---|---|---|
Price/Earnings (P/E) | 0 | 15.84 |
Price/Book (P/B) | 0 | 1.22 |
Price/Sales (P/S) | 1.23 | 2.74 |
Price/Cashflow (P/CF) | 0 | 6.26 |
Median market vapitalization | 0 | 172.28K |
3-year earnings growth | 0 | 21.76 |